When deadheading shrub roses I always cut back down the stem 3-5 leaf joints. I try and shorten the stems so the plant will have rounded shape over the seasons. Cut just above a leaf that faces outward/away from the center of the bush.
When cutting climbers I always tie up and leave 2-3 stems, leaving them as long as possible and tie those the the trellis. When the secondardy growth gets flowers I cut back and leave 2-3 leaves out from the main stem/trunk. When that growth flowers I cut back and leave 1-2 leaves.